+216.7%
CTVA vs ADM
+172.0%
+44.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -4.5% | +2.5% | -7.0% | -5.8% |
| 30D | +11.3% | +9.5% | +1.9% | +6.0% |
| 3M | +12.3% | +10.6% | +1.7% | +6.0% |
| 6M | +7.2% | +24.0% | -16.8% | -5.4% |
| YTD | +26.0% | +54.0% | -27.9% | -1.3% |
| 1Y | +16.0% | +45.3% | -29.3% | -6.8% |
| 3Y | +73.9% | +21.8% | +52.2% | +49.3% |
| 5Y | +103.8% | +66.8% | +37.0% | +31.0% |
| All | +216.7% | +172.0% | +44.7% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling